Cost isn't only money. In the case of linux it is time to learn to use it (which is a sunk cost on windows: already paid it). Then you need to download and install it - again windows comes by default so a sunk cost.
If somebody else admins your system. However if not there is a lot to learn. At least every distribution I've used needs manual updates from time to time. (though admittedly most people would replace the computer before I've seen anything hard happen)